Quantlib python cashflows

helper fucntion used to calculate Time-To-Discount for each stage when calculating discount factor stepwisely Jul 24, 2017 · 1. FixedRateLeg allows to pass different notionals for different coupons, so it takes a vector of notionals (a list in Python) instead of a single one. Passing [Notional] instead of Notional will work; if the list is shorter than the number of coupons, the last notional in the list will be used for all the remaining ones. Contribute to nhaga/QuantLib-Python-Docs development by creating an account on GitHub. ... CashFlows. npv (leg, rate, False) ) 2.4906934531375144. Array. helper fucntion used to calculate Time-To-Discount for each stage when calculating discount factor stepwisely once the program is done running should see the value of the note as note price. import pandas as pd import numpy as np # numpy namespace from timeit import default_timer as timer # for timing from matplotlib import pyplot # for plotting import math def step_numpy ( dt, prices, c0, c1, noises): return prices * np. exp ( c0 * dt + c1 * noises) def …Basic CashFlow and Coupon Types and Methods ¶. These are common methods for all coupons in QuantLib.jl. Coupon is an abstract type from which all other coupons are derived. A coupon itself is a type of cash flow. Feb 18, 2022 · delmarrerikaine Asks: QuantLib-Python: Calculate received cashflows from some date in the past to evaluationDate My goal is to calculate two things for a large group of fixed-rate bonds: total received cash not discounted for a short period of time from d1 to d2 price of bond from d2... The QuantLib project is aimed to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard free/open source library to quantitative analysts and developers for modeling, trading, and risk management in real-life.AccountingEngine - Engine collecting cash flows along a market-model simulation. QuantLib_Actual360(3) Actual360 - Actual/360 day count convention. ... QuantLib_CashFlows(3) CashFlows - cashflow-analysis functions. QuantLib_CashOrNothingPayoff(3) CashOrNothingPayoff - Binary cash-or-nothing payoff.QuantLib: Analysing Cashflows – Introduction. In addition to the CashFlow class, QuanLib defines a number of helper functions that analyse cash flows. These function operate on sequences arrays of cash flows which, in QuantLib, are termed legs. The functions for analysing cash flows are, somewhat confusingly, defined as static member ... skrill dragon toy A simplified interest rate environment. Let's firstly define a simplified market with flat zero rates at 2.5% (after all, not much different to the USD swap curve at the time of writing this post).. The discount factors formula can be found here and it is used as per the code below:. Today <- lubridate::ymd(20190329) # curve snap date R <- 0.025 # zero rate T2M <- seq(0,10) # sequential time ...QuantLib: Analysing Cashflows – Introduction. In addition to the CashFlow class, QuanLib defines a number of helper functions that analyse cash flows. These function operate on sequences arrays of cash flows which, in QuantLib, are termed legs. The functions for analysing cash flows are, somewhat confusingly, defined as static member ... The QuantLib C++ class allow for one to view the projected cashflows in terms of individual caplets. I just realized that the python extension does not have this feature added to it. Will give a PR one of these days and update this post. Hope you find this useful.QuantLib: Analysing Cashflows – Introduction. In addition to the CashFlow class, QuanLib defines a number of helper functions that analyse cash flows. These function operate on sequences arrays of cash flows which, in QuantLib, are termed legs. The functions for analysing cash flows are, somewhat confusingly, defined as static member ... First of all you need to install it, just follow the instructions and keep in mind that (by default) the builder expects QuantLib-vc141-x64-mt.lib in QuantLib folder, which corresponds to the following configuration (on a x64 machine, of course :)). We consider the same toy example as before for QuantLibXL. The Python code is as follows: 1. 2. After installing QuantLib, QuantLib-Python requires running the following steps (in this order): 1. cd \path\to\QuantLib-SWIG-1.6\Python 2. python setup.py wrap 3. python setup.py build 4. python setup.py test 5. sudo python setup.py install Advanced users can alternatively install the latest versions of Boost and SWIG directly from source.helper fucntion used to calculate Time-To-Discount for each stage when calculating discount factor stepwisely import quantlib as ql today = ql.date (30, 11, 2022) ql.settings.instance ().evaluationdate = today schedule = ql.schedule ( ql.date (2,12,2021), ql.date (2,12,2022), ql.period (ql.monthly), ql.nullcalendar (), ql.unadjusted, ql.unadjusted, ql.dategeneration.backward, false, ) day_counter = ql.thirty360 (ql.thirty360.usa) bond = …import quantlib as ql today = ql.date ().todaysdate () calendar = ql.nullcalendar () daycounter = ql.actualactual () dates = [today, ql.date (28,10,2021), ql.date (28,10,2022), ql.date (28,10,2025)] zeros = [0.01, 0.02, 0.03, 0.04] crv = ql.loglinearzerocurve (dates, zeros, daycounter, calendar) yts = ql.yieldtermstructurehandle (crv) engine = …Contribute to nhaga/QuantLib-Python-Docs development by creating an account on GitHub. ... CashFlows. npv (leg, rate, False) ) 2.4906934531375144. Array. The QuantLib C++ class allow for one to view the projected cashflows in terms of individual caplets. I just realized that the python extension does not have this feature added to it. Will give a PR one of these days and update this post. Hope you find this useful.Financial Instruments and Pricing Engines - Running Time: 1hr 45mins. Session 2. The Care and Feeding of Term Structures - Running Time: 1hr 23mins. Session 3. Cash Flows and Coupons (Part One) - Running Time: 1hr 26mins. Session 4. Cash Flows and Coupons (Part Two) - Running Time: 1hr 9mins. QuantLib was the first open-source library for ...Also By Luigi Ballabio QuantLib Python Cookbook ... Cash flows and coupons "Cash is king," says a sign in the office of StatPro's CFO.1 In order to deal with the comings and goings of its Majesty (yes, I'm ironic), QuantLib must provide the means not only to price, but also to analyze coupon-bearing instruments such as bonds and ...Feb 18, 2022 · My goal is to calculate two things for a large group of fixed-rate bonds: total received cash not discounted for a short period of time from d1 to d2; price of bond from d2 (evalationDate) until maturity with the expectation that the sum of both is close to market price (expecting a short period between d1 and d2) The discount function is fit in such a way so that all cashflows of all input bonds, when discounted using d (t), will reproduce the set of input bond prices in an optimized sense. Minimized price errors are weighted by the inverse of their respective bond duration. alyssa mckay no makeup 問題はQuantLibではありませんそれ自体。黒モデルは対数正規モデルであり、負の値に対しては機能しません(対数を取ることができないため)。 黒モデルは対数正規モデルであり、負の値に対しては機能しません(対数を取ることができないため)。PV01 = mod duration * dirty price /100. I am using the last traded yield as the spot rate in the mod duration and the last traded price + AI for the dirty price. For instance, Bloomberg gave the 5yr note (3.5, 02/15/2039) on the 04/06/2009, while trading at 95.25 a PV01 of 0.17389. With QuantLib I get bps = 0.179575 and a BPV =-0.171849. As for the index I have done: Settings.instance().evaluationDate = new_date I have built the index using the methodology in the python cookbook quantlib IRS example. The code is running in this situation but the floating leg is still returning 12 cash flows, whereas I want to return only 8 cash flows to reflect the 8 remaining payments of the ... 問題はQuantLibではありませんそれ自体。黒モデルは対数正規モデルであり、負の値に対しては機能しません(対数を取ることができないため)。 黒モデルは対数正規モデルであり、負の値に対しては機能しません(対数を取ることができないため)。QuantLib: Analysing Cashflows – Introduction. In addition to the CashFlow class, QuanLib defines a number of helper functions that analyse cash flows. These function operate on sequences arrays of cash flows which, in QuantLib, are termed legs. The functions for analysing cash flows are, somewhat confusingly, defined as static member ... AccountingEngine - Engine collecting cash flows along a market-model simulation. QuantLib_Actual360(3) Actual360 - Actual/360 day count convention. ... QuantLib_CashFlows(3) CashFlows - cashflow-analysis functions. QuantLib_CashOrNothingPayoff(3) CashOrNothingPayoff - Binary cash-or-nothing payoff.The purpose of this site is simple - to illustrate the usage of the library with python and improve awareness on the library in the country o financial engineers including students, educators and finance professionals. Product knowledge is a prerequisite in all our examples. Python knowledge is also a prerequisite but one need not be an expert. The QuantLib Notebooks is a series of screencasts by Luigi Ballabio using IPython notebooks to demonstrate features of the QuantLib library. It is also available on Vimeo. Introduction to QuantLib is another series of screencasts by Felix Lee, covering installation and usage of the library. A different series of screencasts, also called ... ingiliz youtuberlar These are common methods for all coupons in QuantLib.jl. Coupon is an abstract type from which all other coupons are derived. A coupon itself is a type of cash flow. ... Returns the pay dates as a vector of a vector of fixed rate coupons and simple cash flows (usually a redemption) get_reset_dates (coups:: ...About the Author. Luigi Ballabio. Luigi Ballabio is Head of Quantitative Development at the Milan office of Confluence Technologies, Inc. He has worked there since 2000, and focuses on the development of the pricing algorithms and models at the core of its products. He is a co-founder, lead developer and administrator of QuantLib, an open ...helper fucntion used to calculate Time-To-Discount for each stage when calculating discount factor stepwisely QuantLib: Analysing Cashflows – Introduction. In addition to the CashFlow class, QuanLib defines a number of helper functions that analyse cash flows. These function operate on sequences arrays of cash flows which, in QuantLib, are termed legs. The functions for analysing cash flows are, somewhat confusingly, defined as static member ... (a) Set up a Python function that calculates the bond yield for above bond example given a presentvalue. Plotyieldversuspresentvaluefor V Bond (0) ∈[0 . 5 , 1 . 5].QuantLib Python - a port of C++ library to Python via SWIG - provides a lot of advantages for a practical usage. In particular, it gives a great flexibility due to interactive python console and allows a seamless integration with the AI libraries like Keras and Tensorflow. However, it seems to be challenging to debug the C++ code, called from Python side.helper fucntion used to calculate Time-To-Discount for each stage when calculating discount factor stepwisely The QuantLib Notebooks is a series of screencasts by Luigi Ballabio using IPython notebooks to demonstrate features of the QuantLib library. It is also available on Vimeo. Introduction to QuantLib is another series of screencasts by Felix Lee, covering installation and usage of the library. A different series of screencasts, also called ... izmir kuyumcular odasi altin fiyatlari What is Financial Modeling in Python? Financial modeling using Python is a method of building a model using the Python programming language. The language allows coders to modify and analyze Excel spreadsheets and automate certain tasks. As an example, the task of copying data from one spreadsheet to another can be automated with code, and searching for errors can be dramatically sped up.By default, QuantLib will set the evaluation data as the present date. If you inspect your current date with: ql.Settings.instance ().evaluationDate You will see that you are trying to get the npv of all past cashflows, which would be zero. Try inserting this line after defining the d1. ql.Settings.instance ().setEvaluationDate (d1) Shareimport quantlib as ql today = ql.date (30, 11, 2022) ql.settings.instance ().evaluationdate = today schedule = ql.schedule ( ql.date (2,12,2021), ql.date (2,12,2022), ql.period (ql.monthly), ql.nullcalendar (), ql.unadjusted, ql.unadjusted, ql.dategeneration.backward, false, ) day_counter = ql.thirty360 (ql.thirty360.usa) bond = …helper fucntion used to calculate Time-To-Discount for each stage when calculating discount factor stepwisely The QuantLib Notebooks is a series of screencasts by Luigi Ballabio using IPython notebooks to demonstrate features of the QuantLib library. It is also available on Vimeo. Introduction to QuantLib is another series of screencasts by Felix Lee, covering installation and usage of the library. A different series of screencasts, also called ... import quantlib as ql referencedate = ql.date (1,1,2019) ql.settings.instance ().evaluationdate = referencedate ################## # curve definition ################## # curve data periods = [ql.period ("1d"), ql.period ("2d"), ql.period ("3d"), ql.period ("1w"), ql.period ("2w"), ql.period ("4w3d"), ql.period ("8w5d"), ql.period ("12w6d"), …Feb 18, 2022 · delmarrerikaine Asks: QuantLib-Python: Calculate received cashflows from some date in the past to evaluationDate My goal is to calculate two things for a large group of fixed-rate bonds: total received cash not discounted for a short period of time from d1 to d2 price of bond from d2... The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life. QuantLib is written in C++ with a clean object model, and is then exported to different languages such as C#, Objective Caml, Java, Perl, Python, GNU R, Ruby, and Scheme.Sphinx documentation. Building and installing PyQL ¶ Prerequisites: Boost (version 1.55 or higher) QuantLib (version 1.5 or higher) Cython (version 0.19 or higher) Once the dependencies have been installed, enter the pyql root directory. Open the setup.py file and configure the Boost and QuantLib include and library directories, then run.Feb 18, 2022 · delmarrerikaine Asks: QuantLib-Python: Calculate received cashflows from some date in the past to evaluationDate My goal is to calculate two things for a large group of fixed-rate bonds: total received cash not discounted for a short period of time from d1 to d2 price of bond from d2... helper class building a sequence of capped/floored ibor-rate coupons. Hierarchy. IborLeg; Implements. NullaryFunction < Leg >; Index. Constructors. constructor ... barracuda buggy plansrambo knifeBy shifting the forward rate down by 1 step, you will get the " Spot_Rate_Shift " column. This represents r ₜ-₁ in the formula. In such way, you have both r ₜ and r ₜ-₁ available for ...Financial Instruments and Pricing Engines - Running Time: 1hr 45mins. Session 2. The Care and Feeding of Term Structures - Running Time: 1hr 23mins. Session 3. Cash Flows and Coupons (Part One) - Running Time: 1hr 26mins. Session 4. Cash Flows and Coupons (Part Two) - Running Time: 1hr 9mins. QuantLib was the first open-source library for ...(a) Set up a Python function that calculates the bond yield for above bond example given a presentvalue. Plotyieldversuspresentvaluefor V Bond (0) ∈[0 . 5 , 1 . 5]. May 02, 2019 · The FloatingRateBond function evaluates a floating rate bond using discount curve. More specificly, the calculation is done by DiscountingBondEngine from QuantLib.The NPV, clean price, dirty price, accrued interest, yield and cash flows of the bond is returned.For more detail, see the source codes in quantlib's test-suite. test-suite/bond.cpp.. "/>helper fucntion used to calculate Time-To-Discount for each stage when calculating discount factor stepwisely Contribute to nhaga/QuantLib-Python-Docs development by creating an account on GitHub. ... CashFlows. npv (leg, rate, False) ) 2.4906934531375144. Array. The current bond price is $ 89. We are interested in the bond's YTM. Knowing that we get $ 3 annual cashflow ( c o u p o n r a t e × p a r v a l u e = 0.03 × $ 100 = $ 3) we will have the following cashflow for the next 29 years. Notice in the last year we will receive an additional $ 100 which is the bond's principle:They, too, forward the calculation to a method of the CashFlows class. The final step to obtain a working Bond class is to provide a pricing engine. A simple one is sketched in listing 4.17. Its constructor takes a discount curve and stores it; its calculate method passes the stored curve and the cash flows of the bond to the CashFlows::npv ...tiffany39s board of directors Alternatively, if you prefer the latest version of the QuantLib-Python to the aforementioned pre-compiled one, ... Such curve can be used to discount cashflows in one currency(e.g. EUR) while collateralized in another currency(e.g. USD). The program is written in VBA. It implements the most used day count conventions and date rolling conventions.The QuantLib C++ class allow for one to view the projected cashflows in terms of individual caplets. I just realized that the python extension does not have this feature added to it. Will give a PR one of these days and update this post. Hope you find this useful.QuantLib: Analysing Cashflows – Introduction. In addition to the CashFlow class, QuanLib defines a number of helper functions that analyse cash flows. These function operate on sequences arrays of cash flows which, in QuantLib, are termed legs. The functions for analysing cash flows are, somewhat confusingly, defined as static member ... vape shops moorhead mn Jun 05, 2020 · This is the code i have, what would be the way to see the cashflows of this specific bond i created Stack Exchange Network Stack Exchange network consists of 182 Q&A communities including Stack Overflow , the largest, most trusted online community for developers to learn, share their knowledge, and build their careers. Using QuantLib to compute cash flows for floored FloatingRateBonds. I'm encountering an issue generating cash flows from bonds with a floor. I initially had an issue because I neglected to set a pricer. I've since set a pricer as below. ql_bond = QuantLib.FloatingRateBond (settlement_days, #settlementDays face_amount, # faceAmount ql_schedule ... The QuantLib Notebooks is a series of screencasts by Luigi Ballabio using IPython notebooks to demonstrate features of the QuantLib library. It is also available on Vimeo. Introduction to QuantLib is another series of screencasts by Felix Lee, covering installation and usage of the library. A different series of screencasts, also called ... QuantLib: Cashflow and SimpleCashFlow. cogitolearning October 10, 2012 Manuals, QuantLib c++, cashflow, Manual, quantlib. CashFlow is an abstract base class for cash flows. The cash flow interface is implemented by many classes such as SimpleCashFlow, Coupon and many more. The multitude of different cash flows will be handled in another post. An Interest Rate Swap is a financial derivative instrument in which two parties agree to exchange interest rate cash flows based on a notional amount from a fixed rate to a floating rate or from one floating rate to another floating rate. Here we will consider an example of a plain vanilla USD swap with 10 million notional and 10 year maturity.import quantlib as ql today = ql.date ().todaysdate () calendar = ql.nullcalendar () daycounter = ql.actualactual () dates = [today, ql.date (28,10,2021), ql.date (28,10,2022), ql.date (28,10,2025)] zeros = [0.01, 0.02, 0.03, 0.04] crv = ql.loglinearzerocurve (dates, zeros, daycounter, calendar) yts = ql.yieldtermstructurehandle (crv) engine = …QuantLib swap example c++ code for valuation of this swap contract for 31/dec/2012 : ... interest rate hedging interest rate swap interest rate swap valuation libor LMM machine learning ois option otc derivatives pca python quantitative risk analysis quantlib simple example swap tensorflow ... telegram awek stim link These are common methods for all coupons in QuantLib.jl. Coupon is an abstract type from which all other coupons are derived. A coupon itself is a type of cash flow. ... Returns the pay dates as a vector of a vector of fixed rate coupons and simple cash flows (usually a redemption) get_reset_dates (coups:: ...tiffany39s board of directors The calculation is performed by calling two external functions from the Cashflows class.6 The first one, namely, npv, is a straightforward translation of the algorithm outlined above: it cycles on a sequence of cash flows adding the discounted amount of its future cash flows. helper fucntion used to calculate Time-To-Discount for each stage when calculating discount factor stepwisely The discount function is fit in such a way so that all cashflows of all input bonds, when discounted using d (t), will reproduce the set of input bond prices in an optimized sense. Minimized price errors are weighted by the inverse of their respective bond duration.import quantlib as ql referencedate = ql.date (1,1,2019) ql.settings.instance ().evaluationdate = referencedate ################## # curve definition ################## # curve data periods = [ql.period ("1d"), ql.period ("2d"), ql.period ("3d"), ql.period ("1w"), ql.period ("2w"), ql.period ("4w3d"), ql.period ("8w5d"), ql.period ("12w6d"), …(a) Set up a Python function that calculates the bond yield for above bond example given a presentvalue. Plotyieldversuspresentvaluefor V Bond (0) ∈[0 . 5 , 1 . 5]. helper fucntion used to calculate Time-To-Discount for each stage when calculating discount factor stepwisely helper class building a sequence of capped/floored ibor-rate coupons. Hierarchy. IborLeg; Implements. NullaryFunction < Leg >; Index. Constructors. constructor ...In Python QuantLib AmortizingFloatingRateBond how do we know which of the cashflows are Principal and which are Interest? module 'QuantLib' has no attribute 'CallabilityPrice' Does QuantLib Python provide pricing for bond options and preferred shares?QuantLib: a free/open-source library for quantitative finance Get QuantLib Head to our download page to get the latest official release, or check out the latest development version from our git repository. QuantLib is also available in other languages. Documentation Documentation is available in several formats from a number of sources.. Cash flows and coupons “Cash is king,” says a sign in the office of StatPro’s CFO.¹ In order to deal with the comings and goings of its Majesty (yes, I’m ironic), QuantLib must provide the means not only to price, but also to analyze coupon-bearing instruments such as bonds and interest-rate swaps. The purpose of this site is simple - to illustrate the usage of the library with python and improve awareness on the library in the country o financial engineers including students, educators and finance professionals. Product knowledge is a prerequisite in all our examples. Python knowledge is also a prerequisite but one need not be an expert. accrual period as fraction of year. Integer accrualDays () const. accrual period in days. virtual Rate rate () const =0. accrued rate. virtual DayCounter dayCounter () const =0. day counter for accrual calculation. virtual Real accruedAmount (const Date &) const =0. accrued amount at the given date.Here we are only demonstrating the idea, and in practice we should be using pandas (or numpy) to model a cashflow projection. >>> income_first_yr = 100 >>> growth_rt = 0.06 >>> discocunt_rt = 0.02. Second, let's set up the initial value in the list, cashflow = [income_first_yr]. Then we loop through 29 additional times to calculate the income ... gumroad vrchat femaleThe QuantLib Notebooks is a series of screencasts by Luigi Ballabio using IPython notebooks to demonstrate features of the QuantLib library. It is also available on Vimeo. Introduction to QuantLib is another series of screencasts by Felix Lee, covering installation and usage of the library. A different series of screencasts, also called ... QuantLib: Cashflow and SimpleCashFlow. cogitolearning October 10, 2012 Manuals, QuantLib c++, cashflow, Manual, quantlib. CashFlow is an abstract base class for cash flows. The cash flow interface is implemented by many classes such as SimpleCashFlow, Coupon and many more. The multitude of different cash flows will be handled in another post. The QuantLib C++ class allow for one to view the projected cashflows in terms of individual caplets. I just realized that the python extension does not have this feature added to it. Will give a PR one of these days and update this post. Hope you find this useful.QuantLib: a free/open-source library for quantitative finance Get QuantLib Head to our download page to get the latest official release, or check out the latest development version from our git repository. QuantLib is also available in other languages. Documentation Documentation is available in several formats from a number of sources.. Feb 18, 2022 · delmarrerikaine Asks: QuantLib-Python: Calculate received cashflows from some date in the past to evaluationDate My goal is to calculate two things for a large group of fixed-rate bonds: total received cash not discounted for a short period of time from d1 to d2 price of bond from d2... QuantLib: Analysing Cashflows – Introduction. In addition to the CashFlow class, QuanLib defines a number of helper functions that analyse cash flows. These function operate on sequences arrays of cash flows which, in QuantLib, are termed legs. The functions for analysing cash flows are, somewhat confusingly, defined as static member ... QuantLib swap example c++ code for valuation of this swap contract for 31/dec/2012 : ... interest rate hedging interest rate swap interest rate swap valuation libor LMM machine learning ois option otc derivatives pca python quantitative risk analysis quantlib simple example swap tensorflow ... iris diosa egipciahelper fucntion used to calculate Time-To-Discount for each stage when calculating discount factor stepwisely QuantLib: Cashflow and SimpleCashFlow. cogitolearning October 10, 2012 Manuals, QuantLib c++, cashflow, Manual, quantlib. CashFlow is an abstract base class for cash flows. The cash flow interface is implemented by many classes such as SimpleCashFlow, Coupon and many more. The multitude of different cash flows will be handled in another post. More specificly, the calculation is done by DiscountingBondEngine from QuantLib. The NPV, clean price, dirty price, accrued interest, yield and cash flows of the bond is returned. For more detail, see the source codes in quantlib's test-suite. test-suite/bond.cpp.. Dec 11, 2018 · Perfect. Let’s use it! Here we are only demonstrating the idea, and in practice we should be using pandas (or numpy) to model a cashflow projection. >>> income_first_yr = 100 >>> growth_rt = 0.06 >>> discocunt_rt = 0.02. Second, let's set up the initial value in the list, cashflow = [income_first_yr]. Then we loop through 29 additional times to calculate the income ...我正在尝试使用 QuantLib python 为基本浮动利率债券定价,但遇到了给定的错误负时间 (-9.94444)。 我的逻辑是这样的:首先构建预测曲线(仅基于无风险利率 1.5%);然后我根据参考指数USDLibor构建浮动利率债券FRN。Feb 13, 2017 · 1 Answer. The theory first: when pricing the coupon with a floor, you can't just take the expected LIBOR rate from your forecast curve and take the minimum between that and the floor. Instead, you need to take the expected value of the minimum between the rate and the floor, and unfortunately E [min (R,F)] is not the same as min (E [R],F). The purpose of this site is simple - to illustrate the usage of the library with python and improve awareness on the library in the country o financial engineers including students, educators and finance professionals. Product knowledge is a prerequisite in all our examples. Python knowledge is also a prerequisite but one need not be an expert. I viewed the QuantLib videos that > describe bond pricing (including the dm calc), which all make perfect > sense... but my cashflows are arbitrary (the tranche balances vary, and do > not always pay in full). > > Is there an appropriate QuantLib class to represent a credit-sensitive > tranche, or would I simply represent the forward cash flows ... harry potter discovers his heritage fanfiction xa